Trading Metrics calculated at close of trading on 07-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1,397.25 |
1,423.75 |
26.50 |
1.9% |
1,398.75 |
High |
1,425.00 |
1,431.75 |
6.75 |
0.5% |
1,431.75 |
Low |
1,396.75 |
1,423.25 |
26.50 |
1.9% |
1,387.50 |
Close |
1,424.00 |
1,431.25 |
7.25 |
0.5% |
1,431.25 |
Range |
28.25 |
8.50 |
-19.75 |
-69.9% |
44.25 |
ATR |
13.93 |
13.54 |
-0.39 |
-2.8% |
0.00 |
Volume |
49,186 |
29,575 |
-19,611 |
-39.9% |
124,203 |
|
Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,454.25 |
1,451.25 |
1,436.00 |
|
R3 |
1,445.75 |
1,442.75 |
1,433.50 |
|
R2 |
1,437.25 |
1,437.25 |
1,432.75 |
|
R1 |
1,434.25 |
1,434.25 |
1,432.00 |
1,435.75 |
PP |
1,428.75 |
1,428.75 |
1,428.75 |
1,429.50 |
S1 |
1,425.75 |
1,425.75 |
1,430.50 |
1,427.25 |
S2 |
1,420.25 |
1,420.25 |
1,429.75 |
|
S3 |
1,411.75 |
1,417.25 |
1,429.00 |
|
S4 |
1,403.25 |
1,408.75 |
1,426.50 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,549.50 |
1,534.75 |
1,455.50 |
|
R3 |
1,505.25 |
1,490.50 |
1,443.50 |
|
R2 |
1,461.00 |
1,461.00 |
1,439.25 |
|
R1 |
1,446.25 |
1,446.25 |
1,435.25 |
1,453.50 |
PP |
1,416.75 |
1,416.75 |
1,416.75 |
1,420.50 |
S1 |
1,402.00 |
1,402.00 |
1,427.25 |
1,409.50 |
S2 |
1,372.50 |
1,372.50 |
1,423.25 |
|
S3 |
1,328.25 |
1,357.75 |
1,419.00 |
|
S4 |
1,284.00 |
1,313.50 |
1,407.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,431.75 |
1,387.50 |
44.25 |
3.1% |
13.00 |
0.9% |
99% |
True |
False |
24,840 |
10 |
1,431.75 |
1,387.50 |
44.25 |
3.1% |
12.00 |
0.8% |
99% |
True |
False |
13,893 |
20 |
1,431.75 |
1,387.25 |
44.50 |
3.1% |
12.00 |
0.8% |
99% |
True |
False |
8,681 |
40 |
1,431.75 |
1,314.25 |
117.50 |
8.2% |
14.75 |
1.0% |
100% |
True |
False |
5,368 |
60 |
1,431.75 |
1,296.00 |
135.75 |
9.5% |
16.25 |
1.1% |
100% |
True |
False |
4,106 |
80 |
1,431.75 |
1,250.00 |
181.75 |
12.7% |
17.00 |
1.2% |
100% |
True |
False |
3,234 |
100 |
1,431.75 |
1,250.00 |
181.75 |
12.7% |
16.00 |
1.1% |
100% |
True |
False |
2,651 |
120 |
1,431.75 |
1,250.00 |
181.75 |
12.7% |
15.00 |
1.0% |
100% |
True |
False |
2,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,468.00 |
2.618 |
1,454.00 |
1.618 |
1,445.50 |
1.000 |
1,440.25 |
0.618 |
1,437.00 |
HIGH |
1,431.75 |
0.618 |
1,428.50 |
0.500 |
1,427.50 |
0.382 |
1,426.50 |
LOW |
1,423.25 |
0.618 |
1,418.00 |
1.000 |
1,414.75 |
1.618 |
1,409.50 |
2.618 |
1,401.00 |
4.250 |
1,387.00 |
|
|
Fisher Pivots for day following 07-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1,430.00 |
1,424.50 |
PP |
1,428.75 |
1,417.75 |
S1 |
1,427.50 |
1,411.00 |
|